+46.6%
DE vs FN
-24.2%
+70.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | -0.3% |
| 7D | +3.3% | -4.1% | +7.4% | +3.3% |
| 30D | +10.7% | -28.3% | +39.1% | +12.1% |
| 3M | +13.1% | -33.9% | +47.0% | +15.2% |
| 6M | +20.2% | -43.9% | +64.1% | +23.0% |
| YTD | +48.9% | -23.4% | +72.3% | +51.4% |
| 1Y | +46.6% | -25.4% | +72.0% | +48.8% |
| All | +46.6% | -24.2% | +70.8% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling